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We study the strong approximation of a rough volatility model, in which the log-volatility is given by a fractional Ornstein-Uhlenbeck process with Hurst parameter $H<1/2$. Our methods are based on an equidistant discretization of the…

Probability · Mathematics 2016-06-14 Andreas Neuenkirch , Taras Shalaiko

Recently, the nonlinearity continuation method has been used to numerically solve boundary value problems for steady-state Richards equation. The method can be considered as a predictor-corrector procedure with the simplest form which has…

Numerical Analysis · Mathematics 2022-01-17 Denis Anuprienko

Optical flow estimation is one of the fundamental tasks in low-level computer vision, which describes the pixel-wise displacement and can be used in many other tasks. From the apparent aspect, the optical flow can be viewed as the…

Computer Vision and Pattern Recognition · Computer Science 2024-05-22 Yuhao Cheng , Siru Zhang , Yiqiang Yan

A novel residual-type {\it a posteriori} error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived {\it a posteriori} error estimator for…

Numerical Analysis · Mathematics 2013-12-24 Shaohong Du , Shuyu Sun , Xiaoping Xie

We address the problem of motion estimation in images operating in the frequency domain. A method is presented which extends phase correlation to handle multiple motions present in an area. Our scheme is based on a novel Bilateral-Phase…

Computer Vision and Pattern Recognition · Computer Science 2018-11-02 Vasileios Argyriou

Riemannian flow matching (RFM) extends flow-based generative modeling to data supported on manifolds by learning a time-dependent tangent vector field whose flow-ODE transports a simple base distribution to the data law. We develop a…

Machine Learning · Statistics 2026-02-06 Yunrui Guan , Krishnakumar Balasubramanian , Shiqian Ma

In this work, we develop a modelling framework for granular flows based on the shallow water moment equations on inclined planes. Under the assumption of a polynomial expansion of the velocity field, the model extends the classical shallow…

Numerical Analysis · Mathematics 2025-12-18 Julio Careaga , Qian Huang , Julian Koellermeier

This paper aims to provide a machine learning framework to simulate two-phase flow in porous media. The proposed algorithm is based on Physics-informed neural networks (PINN). A novel residual-based adaptive PINN is developed and compared…

Numerical Analysis · Mathematics 2022-06-01 John M. Hanna , Jose V. Aguado , Sebastien Comas-Cardona , Ramzi Askri , Domenico Borzacchiello

Optical flow estimation is one of the most studied problems in computer vision, yet recent benchmark datasets continue to reveal problem areas of today's approaches. Occlusions have remained one of the key challenges. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2017-08-18 Junhwa Hur , Stefan Roth

Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…

Methodology · Statistics 2024-01-22 Alicja Polanska , Matthew A. Price , Alessio Spurio Mancini , Jason D. McEwen

Normalizing flows transform a simple base distribution into a complex target distribution and have proved to be powerful models for data generation and density estimation. In this work, we propose a novel type of normalizing flow driven by…

Machine Learning · Computer Science 2021-07-14 Ruizhi Deng , Bo Chang , Marcus A. Brubaker , Greg Mori , Andreas Lehrmann

In the present study, the multiphase volume distribution problem, where there can be an arbitrary number of phases, is addressed using a consistent and conservative volume distribution algorithm. The proposed algorithm satisfies the…

Computational Physics · Physics 2021-06-24 Ziyang Huang , Guang Lin , Arezoo M. Ardekani

We develop a method for optimization in shape spaces, i.e., sets of surfaces modulo re-parametrization. Unlike previously proposed gradient flows, we achieve superlinear convergence rates through a subtle approximation of the shape Hessian,…

Computer Vision and Pattern Recognition · Computer Science 2014-04-15 J. Balzer , S. Soatto

The simulation of atmospheric flows by means of traditional discretization methods remains computationally intensive, hindering the achievement of high forecasting accuracy in short time frames. In this paper, we apply three reduced order…

Fluid Dynamics · Physics 2023-07-19 Arash Hajisharifi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Edge preserving filters preserve the edges and its information while blurring an image. In other words they are used to smooth an image, while reducing the edge blurring effects across the edge like halos, phantom etc. They are nonlinear in…

Computer Vision and Pattern Recognition · Computer Science 2015-03-26 Chandrajit Pal , Amlan Chakrabarti , Ranjan Ghosh

The optical flow estimation has been assessed in various applications. In this paper, we propose a novel method named motion edge structure difference(MESD) to assess estimation errors of optical flow fields on edge of motion objects. We…

Computer Vision and Pattern Recognition · Computer Science 2021-04-14 Bin Liao , Jinlong Hu

We consider the problem of density estimation on Riemannian manifolds. Density estimation on manifolds has many applications in fluid-mechanics, optics and plasma physics and it appears often when dealing with angular variables (such as…

Machine Learning · Statistics 2016-11-10 Mevlana C. Gemici , Danilo Rezende , Shakir Mohamed

This paper introduces a novel wave front tracking framework for reconstructing unknown flux functions in $2\times 2$ hyperbolic conservation laws, extending beyond the well-studied scalar case. By analyzing Riemann solutions at fixed…

Analysis of PDEs · Mathematics 2025-11-25 Chaohua Duan , Yan Jiang , Hongyu Liu , Wenjian Peng

Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…

Machine Learning · Computer Science 2025-03-13 Chengyue Gong , Xiaoyu Li , Yingyu Liang , Jiangxuan Long , Zhenmei Shi , Zhao Song , Yu Tian

In recent years, there have been a surge in applications of neural networks (NNs) in physical sciences. Although various algorithmic advances have been proposed, there are, thus far, limited number of studies that assess the…

Fluid Dynamics · Physics 2020-12-17 Kai Fukami , Romit Maulik , Nesar Ramachandra , Koji Fukagata , Kunihiko Taira